+84.2%
XOP vs VIVK
-100.0%
+184.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.7% | -6.0% | +1.7% |
| 7D | +0.6% | +13.1% | -12.4% | +0.6% |
| 30D | +16.5% | -29.7% | +46.2% | +16.6% |
| 3M | +15.7% | -93.0% | +108.7% | +16.2% |
| 6M | +19.2% | -98.0% | +117.2% | +19.8% |
| YTD | +55.0% | -97.8% | +152.7% | +55.5% |
| 1Y | +54.2% | -100.0% | +154.1% | +55.8% |
| 3Y | +35.9% | -100.0% | +135.8% | +37.1% |
| 5Y | +162.4% | -100.0% | +262.4% | +164.8% |
| 10Y | +50.2% | -100.0% | +150.2% | +50.3% |
| All | +84.2% | -100.0% | +184.2% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VIVK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling